Portfolio insurance strategy in the cryptocurrency market
Hyungjin Ko, Bumho Son, Jaewook Lee
Topics & Concepts
CryptocurrencyPortfolio insurancePortfolioBusinessFinancial economicsActuarial scienceEconomicsReplicating portfolioPortfolio optimizationFinanceComputer scienceComputer securityBlockchain Technology Applications and SecurityComplex Systems and Time Series AnalysisMarket Dynamics and Volatility